• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2007년도 춘계학술대회 학술발표 논문집 제17권 제1호
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• pp.209-212
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• 2007

Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}_1,\;{\mu}_2$ such that it is represented by interval-valued choquet integral on interval-valued risks.

• 한국지능시스템학회논문지
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• 제17권4호
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• pp.451-454
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• 2007

Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}1,\;{\mu}2$ such that it is represented by interval-valued choquet integral on interval-valued risks.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2004년도 춘계학술대회 학술발표 논문집 제14권 제1호
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• pp.394-397
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• 2004

In this paper, we consider interval number-valued random variables and fuzzy number-valued random variables and discuss Choquet integrals of them. Using these properties, we define the Choquet expected value of fuzzy number-valued random variables which is a natural generalization of the Lebesgue expected value of Lebesgue expected value of fuzzy random variables. Furthermore, we discuss some application of them.

• Journal of applied mathematics & informatics
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• 제16권1_2호
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• pp.429-443
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• 2004

In this paper, using Zhang, Guo and Liu's comments in [17], we define interval-valued functionals and investigate their properties. Furthermore, we discuss some applications of interval-valued Choquet expectations.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2005년도 추계학술대회 학술발표 논문집 제15권 제2호
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• pp.129-132
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• 2005

In this paper, we consider comonotonically additive compact set-valued functionals instead of interval-valued functionals and study some characterizations of them. And we also investigate some relation between compact set-valued functionals and compact set-valued Choquet integrals.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제11권2호
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• pp.113-117
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• 2011

In this paper, we consider fuzzy complex valued fuzzy measures and Choquet integrals with respect to a fuzzy measure of real-valued measurable functions. In doing so, we investigate some basic properties and convergence theorems.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제10권3호
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• pp.224-229
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• 2010

In this paper, using fuzzy complex valued functions and fuzzy complex valued fuzzy measures ([11]) and interval-valued Choquet integrals ([2-6]), we define Choquet integral with respect to a fuzzy complex valued fuzzy measure of a fuzzy complex valued function and investigate some basic properties of them.

• 호남수학학술지
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• 제30권1호
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• pp.171-183
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• 2008

In a previous work [18], the authors investigated autocontinuity, converse-autocontinuity, uniformly autocontinuity, uniformly converse-autocontinuity, and fuzzy multiplicativity of monotone set function defined by Choquet integral([3,4,13,14,15]) instead of fuzzy integral([16,17]). We consider nonnegative monotone interval-valued set functions and nonnegative measurable interval-valued functions. Then the interval-valued Choquet integral determines a new nonnegative monotone interval-valued set function which is a generalized concept of monotone set function defined by Choquet integral in [18]. These integrals, which can be regarded as interval-valued aggregation operators, have been used in [10,11,12,19,20]. In this paper, we investigate some characterizations of monotone interval-valued set functions defined by the interval-valued Choquet integral such as autocontinuity, converse-autocontinuity, uniform autocontinuity, uniform converse-autocontinuity, and fuzzy multiplicativity.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제9권2호
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• pp.71-75
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• 2009

The purpose of this paper is to prove a Jensen type inequality for Choquet integrals with respect to a non-additive measure which was introduced by Choquet [1] and Sugeno [20]; $$\Phi((C)\;{\int}\;fd{\mu})\;{\leq}\;(C)\;\int\;\Phi(f)d{\mu},$$ where f is Choquet integrable, ${\Phi}\;:\;[0,\;\infty)\;\rightarrow\;[0,\;\infty)$ is convex, $\Phi(\alpha)\;\leq\;\alpha$ for all $\alpha\;{\in}\;[0,\;{\infty})$ and ${\mu}_f(\alpha)\;{\leq}\;{\mu}_{\Phi(f)}(\alpha)$ for all ${\alpha}\;{\in}\;[0,\;{\infty})$. Furthermore, we give some examples assuring both satisfaction and dissatisfaction of Jensen type inequality for the Choquet integral.

• 한국지능시스템학회논문지
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• 제18권6호
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• pp.837-841
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• 2008

In this paper, we consider interval probability as a unifying concept for uncertainty and Choquet integrals with resect to a capacity functional. By using interval probability, we will define an interval-valued capacity functional and Choquet integral with respect to an interval-valued capacity functional. Furthermore, we investigate Choquet weak convergence of interval-valued capacity functionals of random sets.